Abstract
Recently we presented a parameter estimation algorithm called the Binary Series Estimation Algorithm (BSEA) for Gaussian auto-regressive (AR) time series given 1-bit quantized noisy measurements. In this paper we carry out an asymptotic analysis of the BSEA for Gaussian AR models. In particular, from a central limit theorem we obtain expressions for the asymptotic covariances of the parameter estimates. From this we: (1) Present an algorithm for estimating the order of an AR series from one-bit quantized measurements. (2) Theoretically justify why BSEA can yield better estimates than the Yule-Walker methods in some cases.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 2028-2031 |
| Number of pages | 4 |
| Journal | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
| Volume | 3 |
| State | Published - 1995 |
| Externally published | Yes |
| Event | Proceedings of the 1995 20th International Conference on Acoustics, Speech, and Signal Processing. Part 2 (of 5) - Detroit, MI, USA Duration: May 9 1995 → May 12 1995 |
All Science Journal Classification (ASJC) codes
- Software
- Signal Processing
- Electrical and Electronic Engineering